1 Given the following historical prices calculate a distribution of possible prices for the next time period: Time 1 2 3 4 5 6 7 8 9 10 11 Price 100 80 60 20 30 40 60 40 50 50 30 What is the 85% VaR? What is the 85% expected Shortfall? Using an exponentially weighted moving average with lambda=0.5 calculate and estimate of the volatility at the current time. 1 Given the following historical prices calculate a distribution of possible prices for the next time period: Time 1 2 3 4 5 6 7 8 9 10 11 Price 100 80 60 20 30 40 60 40 50 50 30 What is the 85% VaR? What is the 85% expected Shortfall? Using an exponentially weighted moving average with lambda=0.5 calculate and estimate of the volatility at the current time